ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 26-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2017 |
26-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
115-293 |
115-285 |
-0-008 |
0.0% |
116-098 |
| High |
115-305 |
115-310 |
0-005 |
0.0% |
116-118 |
| Low |
115-278 |
115-270 |
-0-007 |
0.0% |
115-278 |
| Close |
115-285 |
115-307 |
0-022 |
0.1% |
115-285 |
| Range |
0-027 |
0-040 |
0-013 |
45.5% |
0-160 |
| ATR |
0-072 |
0-070 |
-0-002 |
-3.2% |
0-000 |
| Volume |
260,209 |
213,691 |
-46,518 |
-17.9% |
2,754,547 |
|
| Daily Pivots for day following 26-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-096 |
116-082 |
116-009 |
|
| R3 |
116-056 |
116-042 |
115-318 |
|
| R2 |
116-016 |
116-016 |
115-315 |
|
| R1 |
116-002 |
116-002 |
115-311 |
116-009 |
| PP |
115-296 |
115-296 |
115-296 |
115-299 |
| S1 |
115-282 |
115-282 |
115-304 |
115-289 |
| S2 |
115-256 |
115-256 |
115-300 |
|
| S3 |
115-216 |
115-242 |
115-296 |
|
| S4 |
115-176 |
115-202 |
115-285 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-173 |
117-069 |
116-053 |
|
| R3 |
117-013 |
116-229 |
116-009 |
|
| R2 |
116-173 |
116-173 |
115-314 |
|
| R1 |
116-069 |
116-069 |
115-300 |
116-041 |
| PP |
116-013 |
116-013 |
116-013 |
115-319 |
| S1 |
115-229 |
115-229 |
115-270 |
115-201 |
| S2 |
115-173 |
115-173 |
115-256 |
|
| S3 |
115-013 |
115-069 |
115-241 |
|
| S4 |
114-173 |
114-229 |
115-197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-093 |
115-270 |
0-142 |
0.4% |
0-055 |
0.1% |
26% |
False |
True |
494,789 |
| 10 |
116-190 |
115-270 |
0-240 |
0.6% |
0-070 |
0.2% |
16% |
False |
True |
629,211 |
| 20 |
116-282 |
115-270 |
1-012 |
0.9% |
0-075 |
0.2% |
11% |
False |
True |
850,343 |
| 40 |
117-042 |
115-270 |
1-092 |
1.1% |
0-068 |
0.2% |
9% |
False |
True |
521,170 |
| 60 |
117-135 |
115-270 |
1-185 |
1.4% |
0-062 |
0.2% |
7% |
False |
True |
348,206 |
| 80 |
118-193 |
115-270 |
2-242 |
2.4% |
0-047 |
0.1% |
4% |
False |
True |
261,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-160 |
|
2.618 |
116-095 |
|
1.618 |
116-055 |
|
1.000 |
116-030 |
|
0.618 |
116-015 |
|
HIGH |
115-310 |
|
0.618 |
115-295 |
|
0.500 |
115-290 |
|
0.382 |
115-285 |
|
LOW |
115-270 |
|
0.618 |
115-245 |
|
1.000 |
115-230 |
|
1.618 |
115-205 |
|
2.618 |
115-165 |
|
4.250 |
115-100 |
|
|
| Fisher Pivots for day following 26-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
115-302 |
115-305 |
| PP |
115-296 |
115-303 |
| S1 |
115-290 |
115-301 |
|